A paper in 2009 by Sato et al. made some significant advances in the frontier of remote-controlled cyborg beetles. Specifically they were able to stimulate relatively specific neurons in these beetles to get them to initiate flight, and then were able to control the trajectory of the flying beetle by stimulating the muscles on either side of the beetle.

Sato et al., 2009 Figure 1B

The remote-controlled beetle had to be relatively large to hold all the machinery. With technological advances to make the system smaller and lighter, it is likely that smaller insects could be used.

So for all you paranoid people out there, don't worry, that tiny fly on your wall is not spying on you. It's too small for that. If you see a gigantic green beetle on your wall, now that's a different story. But just so you don't rest too easy:

"As smaller and lower power microcontrollers and radios continue to appear on the market, researchers will be able to add an increasing amount of synthetic control into organic systems enabling new classes of programmable machines." Sato and Maharbiz, 2010

As you might imagine, this paper comes packed full with supplemental videos of beetles flying. The following video is Video number 1 of the Sato et al. (2009) supplementary videos, all 13 of them are available (open access) at the Frontiers journal website. This video shows the initiation and cessation of flight in response to positive or negative electric pulses.

And if you are more curious than freaked out by the possibility of remote-controlled bugs, you can make your own remote-controlled cockroach:

The same geniuses who brought you the spikerbox, also provide the "RoboRoach". The kit that you can buy from backyard brains provides everything (except the cockroach) to make a remote-controlled cockroach. This doesn't implant into its brain, only into its sensory antennae. And it doesn't make the cockroach fly. It tricks the cockroach into thinking that it has touched something with its antennae, which makes it want to turn in the other direction. So even though it's not a super-spybot, it's as close as you can currently get to having your own cyborg pet.